+276.8%
QCOM vs JBL
+1,459.9%
-1,183.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.9% |
| 7D | +5.1% | +4.4% | +0.6% | +2.8% |
| 30D | +4.3% | -8.4% | +12.7% | +8.3% |
| 3M | -19.6% | -14.2% | -5.5% | -14.2% |
| 6M | +29.5% | +29.6% | -0.1% | +12.4% |
| YTD | +3.4% | +37.1% | -33.7% | -13.9% |
| 1Y | +10.9% | +49.5% | -38.6% | -12.6% |
| 3Y | +74.8% | +192.7% | -117.9% | -9.3% |
| 5Y | +36.2% | +411.3% | -375.2% | -48.4% |
| All | +276.8% | +1,459.9% | -1,183.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling